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IHY vs. VHT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IHY and VHT is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.4

Performance

IHY vs. VHT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors International High Yield Bond ETF (IHY) and Vanguard Health Care ETF (VHT). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%250.00%300.00%350.00%400.00%NovemberDecember2025FebruaryMarchApril
63.95%
345.07%
IHY
VHT

Key characteristics

Sharpe Ratio

IHY:

1.77

VHT:

-0.07

Sortino Ratio

IHY:

2.58

VHT:

0.00

Omega Ratio

IHY:

1.36

VHT:

1.00

Calmar Ratio

IHY:

1.10

VHT:

-0.06

Martin Ratio

IHY:

7.01

VHT:

-0.17

Ulcer Index

IHY:

1.59%

VHT:

5.95%

Daily Std Dev

IHY:

6.33%

VHT:

14.61%

Max Drawdown

IHY:

-27.63%

VHT:

-39.12%

Current Drawdown

IHY:

0.00%

VHT:

-11.73%

Returns By Period

In the year-to-date period, IHY achieves a 6.21% return, which is significantly higher than VHT's -0.53% return. Over the past 10 years, IHY has underperformed VHT with an annualized return of 3.57%, while VHT has yielded a comparatively higher 7.90% annualized return.


IHY

YTD

6.21%

1M

2.59%

6M

4.64%

1Y

11.26%

5Y*

4.82%

10Y*

3.57%

VHT

YTD

-0.53%

1M

-4.63%

6M

-7.11%

1Y

0.00%

5Y*

7.32%

10Y*

7.90%

*Annualized

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IHY vs. VHT - Expense Ratio Comparison

IHY has a 0.40% expense ratio, which is higher than VHT's 0.10% expense ratio.


Expense ratio chart for IHY: current value is 0.40%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IHY: 0.40%
Expense ratio chart for VHT: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VHT: 0.10%

Risk-Adjusted Performance

IHY vs. VHT — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IHY
The Risk-Adjusted Performance Rank of IHY is 9090
Overall Rank
The Sharpe Ratio Rank of IHY is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of IHY is 9393
Sortino Ratio Rank
The Omega Ratio Rank of IHY is 9292
Omega Ratio Rank
The Calmar Ratio Rank of IHY is 8484
Calmar Ratio Rank
The Martin Ratio Rank of IHY is 8989
Martin Ratio Rank

VHT
The Risk-Adjusted Performance Rank of VHT is 1515
Overall Rank
The Sharpe Ratio Rank of VHT is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of VHT is 1414
Sortino Ratio Rank
The Omega Ratio Rank of VHT is 1414
Omega Ratio Rank
The Calmar Ratio Rank of VHT is 1515
Calmar Ratio Rank
The Martin Ratio Rank of VHT is 1616
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IHY vs. VHT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors International High Yield Bond ETF (IHY) and Vanguard Health Care ETF (VHT). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The chart of Sharpe ratio for IHY, currently valued at 1.77, compared to the broader market-1.000.001.002.003.004.00
IHY: 1.77
VHT: -0.07
The chart of Sortino ratio for IHY, currently valued at 2.58, compared to the broader market-2.000.002.004.006.008.00
IHY: 2.58
VHT: 0.00
The chart of Omega ratio for IHY, currently valued at 1.36, compared to the broader market0.501.001.502.002.50
IHY: 1.36
VHT: 1.00
The chart of Calmar ratio for IHY, currently valued at 1.10, compared to the broader market0.002.004.006.008.0010.0012.00
IHY: 1.10
VHT: -0.06
The chart of Martin ratio for IHY, currently valued at 7.01, compared to the broader market0.0020.0040.0060.00
IHY: 7.01
VHT: -0.17

The current IHY Sharpe Ratio is 1.77, which is higher than the VHT Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of IHY and VHT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
1.77
-0.07
IHY
VHT

Dividends

IHY vs. VHT - Dividend Comparison

IHY's dividend yield for the trailing twelve months is around 4.92%, more than VHT's 1.59% yield.


TTM20242023202220212020201920182017201620152014
IHY
VanEck Vectors International High Yield Bond ETF
4.92%5.60%5.26%4.97%4.55%4.65%4.86%4.70%4.37%5.11%5.79%5.74%
VHT
Vanguard Health Care ETF
1.59%1.53%1.36%1.33%1.14%1.21%1.89%1.38%1.31%1.45%1.22%1.02%

Drawdowns

IHY vs. VHT - Drawdown Comparison

The maximum IHY drawdown since its inception was -27.63%, smaller than the maximum VHT drawdown of -39.12%. Use the drawdown chart below to compare losses from any high point for IHY and VHT. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril0
-11.73%
IHY
VHT

Volatility

IHY vs. VHT - Volatility Comparison

The current volatility for VanEck Vectors International High Yield Bond ETF (IHY) is 3.70%, while Vanguard Health Care ETF (VHT) has a volatility of 9.44%. This indicates that IHY experiences smaller price fluctuations and is considered to be less risky than VHT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
3.70%
9.44%
IHY
VHT